OpenCL: Financial Mathematics and Scientific Computations
OpenCL: Financial Mathematics
Option pricing is a compute-intensive task that gives graphics processors an opportunity to shine. Both synthetic OpenCL-based benchmarks are clearly dominated by AMD.
It does stand out, however, that the ratio between computations with single and double precision is much worse in some places than it is for Nvidia’s Quadro K6000. The K5000, on the other hand, isn't even a contender.
Looking at the GEMM benchmark’s single-precision performance results, the numbers turn out as we'd expect.
The same can’t be said for computations employing double precision. All three AMD graphics cards suffer massive performance drops, which is somewhat hard to explain since AMD claims its FP64 rate is one half of FP32.
That halving of performance is more believable in our FFT test, which shows the FirePro W9100 and W8100 shedding enough FP64 throughput to allow Nvidia's Quadro K6000 to finish in first place.